I work in the NinjaTrader Platform Support and I am not a broker and I do not have access to your account.
To contact the NinjaTrader Brokerage Support please send an email to brokeragesupport [at] ninjatrader [dot] com.
No, OCO local or native will not affect an order being rejected due to an invalid price. Only an invalid price will cause an order to be rejected due to an invalid price.
Local OCO should not be enabled unless directed to by the NinjaTrader staff.
Native OCO uses oco strings and will perform the oco action of cancelling the opposing order(s) instantaneously on the exchange side.
Local OCO will not submit oco strings to the exchange and instead will receive a message that an order filled or was cancelled and then will submit a cancellation from the local computer to the exchange to cancel the opposing orders. This means messages have to travel through the internet and are subject to in-flight-executions.
Below is a publicly available link to the help guide on the Risks of electronic trading with NinjaTrader. Please see the section 'In Flight Executions'.
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